VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2008                
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     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
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     :          : ($1000 X INDEX)                                                            :
     :          :                                                                            :
All  :    53,676:    10,565     23,925     10,891     25,421      5,957     46,877     40,773:     6,799     12,903
Old  :    53,676:    10,565     23,925     10,891     25,421      5,957     46,877     40,773:     6,799     12,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 7, 2008                      :
     :     3,482:     3,876      3,387        540       -732     -1,814      3,684      2,113:      -202      1,369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       44.6       20.3       47.4       11.1       87.3       76.0:      12.7       24.0
Old  :     100.0:      19.7       44.6       20.3       47.4       11.1       87.3       76.0:      12.7       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8         19         15          5          4         24         27:
Old  :        32:         8         19         15          5          4         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       39.7       74.1       55.7       53.1       30.0       59.7       39.2
Old  :                 61.8       39.7       74.1       55.7       53.1       30.0       59.7       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 17, 2008